CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.9069 |
-0.0047 |
-0.5% |
0.9080 |
| High |
0.9139 |
0.9101 |
-0.0038 |
-0.4% |
0.9164 |
| Low |
0.9044 |
0.9001 |
-0.0043 |
-0.5% |
0.9004 |
| Close |
0.9074 |
0.9089 |
0.0015 |
0.2% |
0.9074 |
| Range |
0.0095 |
0.0100 |
0.0005 |
5.3% |
0.0160 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.0% |
0.0000 |
| Volume |
69,113 |
84,728 |
15,615 |
22.6% |
362,535 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9326 |
0.9144 |
|
| R3 |
0.9264 |
0.9226 |
0.9117 |
|
| R2 |
0.9164 |
0.9164 |
0.9107 |
|
| R1 |
0.9126 |
0.9126 |
0.9098 |
0.9145 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9073 |
| S1 |
0.9026 |
0.9026 |
0.9080 |
0.9045 |
| S2 |
0.8964 |
0.8964 |
0.9071 |
|
| S3 |
0.8864 |
0.8926 |
0.9062 |
|
| S4 |
0.8764 |
0.8826 |
0.9034 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9477 |
0.9162 |
|
| R3 |
0.9401 |
0.9317 |
0.9118 |
|
| R2 |
0.9241 |
0.9241 |
0.9103 |
|
| R1 |
0.9157 |
0.9157 |
0.9089 |
0.9119 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9062 |
| S1 |
0.8997 |
0.8997 |
0.9059 |
0.8959 |
| S2 |
0.8921 |
0.8921 |
0.9045 |
|
| S3 |
0.8761 |
0.8837 |
0.9030 |
|
| S4 |
0.8601 |
0.8677 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9164 |
0.9001 |
0.0163 |
1.8% |
0.0082 |
0.9% |
54% |
False |
True |
73,214 |
| 10 |
0.9164 |
0.8961 |
0.0203 |
2.2% |
0.0077 |
0.8% |
63% |
False |
False |
61,817 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.1% |
0.0089 |
1.0% |
84% |
False |
False |
32,821 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0096 |
1.1% |
89% |
False |
False |
16,668 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0090 |
1.0% |
89% |
False |
False |
11,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9363 |
|
1.618 |
0.9263 |
|
1.000 |
0.9201 |
|
0.618 |
0.9163 |
|
HIGH |
0.9101 |
|
0.618 |
0.9063 |
|
0.500 |
0.9051 |
|
0.382 |
0.9039 |
|
LOW |
0.9001 |
|
0.618 |
0.8939 |
|
1.000 |
0.8901 |
|
1.618 |
0.8839 |
|
2.618 |
0.8739 |
|
4.250 |
0.8576 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9086 |
| PP |
0.9064 |
0.9082 |
| S1 |
0.9051 |
0.9079 |
|